It would be awesome if there was an action opening the current snapshot in Finder/Explorer. E.g. it would save my time in case I wanted to send the snapshot to a colleague. So I would not have to search for it manually.

As a workaround, please open the Open Snapshot dialog (File | Open Snapshot, Ctrl+O), select the snapshot in the list and use the "Open Containing Folder" action.

If the snapshot is closed, you may also switch to the Welcome panel tab and use the recent snapshot list in the "Snapshots" section. In the list of recently closed snapshots click the down arrow next to the snapshot of interest and use "Open Containing Folder" or "Copy File Path to Clipboard".